A two-stage information criterion for stochastic systems revisited.
László GerencsérLorenzo FinessoPublished in: Autom. (2011)
Keyphrases
- stochastic systems
- information criterion
- model selection
- cross validation
- probability model
- confidence intervals
- stochastic models
- sample size
- leave one out cross validation
- factor analysis
- bayesian information criterion
- sample path
- widely applicable
- stochastic processes
- free energy
- selection criterion
- support vector
- learning theory
- mixture model
- maximum likelihood
- semi supervised
- active learning